+147.8%
SW vs EFX
+45.0%
+102.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.4% | +7.6% | +2.5% |
| 7D | -5.1% | -8.6% | +3.5% | -3.4% |
| 30D | -4.6% | +0.1% | -4.7% | -4.7% |
| 3M | +9.4% | +3.8% | +5.5% | +8.3% |
| 6M | +3.5% | -13.5% | +17.0% | +6.0% |
| YTD | +22.0% | -17.7% | +39.7% | +25.7% |
| 1Y | +2.2% | -25.6% | +27.8% | +7.2% |
| 3Y | +19.6% | -12.1% | +31.7% | +21.1% |
| 5Y | -2.3% | -33.8% | +31.5% | +0.5% |
| All | +147.8% | +45.0% | +102.8% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling